+180.7%
COR vs NVT
+399.9%
-219.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -4.8% | +2.0% | -6.8% | -4.9% |
| 30D | -3.7% | -7.2% | +3.5% | -3.6% |
| 3M | +14.3% | -0.9% | +15.2% | +14.1% |
| 6M | -8.5% | +42.6% | -51.1% | -10.9% |
| YTD | -4.4% | +52.9% | -57.3% | -7.4% |
| 1Y | +9.1% | +64.5% | -55.3% | +5.0% |
| 3Y | +85.2% | +178.0% | -92.8% | +63.8% |
| 5Y | +180.7% | +402.8% | -222.1% | +105.8% |
| All | +180.7% | +399.9% | -219.2% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling